How do I create a haptic interface?
It depends on how the glove is connected to your computer, assuming it works with USB there're two common approaches (I don't know a finished plugin).

One is to use a server for the OSC protocol and receive the data in a python module in Blender. I used this for integrating a Kinect Sensor. 
An example integration you find in this project's Bloop NUI zip file.

Another method would be to use the API of the glove (if available) and include this as a library in Blender to poll data. This I've used to read head tracking data from an Oculus Rift. 

See How can I do a one-time Initialization? for an example on invoking methods of an external library.

If the glove comes without an API you could interface with hdiapi  and analyze the data.